+359.8%
ARKK vs BAX
-23.2%
+383.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | +1.4% | -5.1% | +6.5% | +3.4% |
| 30D | +5.1% | -12.2% | +17.3% | +10.4% |
| 3M | +12.7% | +21.8% | -9.1% | +3.3% |
| 6M | +13.8% | +36.3% | -22.5% | -0.8% |
| YTD | +9.9% | +27.8% | -17.9% | -3.3% |
| 1Y | +10.4% | -0.1% | +10.5% | +6.7% |
| 3Y | +93.6% | -33.3% | +126.9% | +113.9% |
| 5Y | -29.4% | -67.1% | +37.7% | +8.6% |
| 10Y | +336.9% | -36.9% | +373.8% | +356.0% |
| All | +359.8% | -23.2% | +383.0% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling